Package: fExpressCertificates
Type: Package
Title: fExpressCertificates - Structured Products Valuation for
ExpressCertificates/Autocallables
Version: 1.2
Date: 2013-03-14
Author: Stefan Wilhelm
Maintainer: Stefan Wilhelm <stefan.wilhelm@financial.com>
Depends: R (>= 2.15.0), mvtnorm, tmvtnorm, fCertificates, Matrix
Description: Collection of pricing by duplication and Monte Carlo methods for Express Certificates products (also known as Autocallables)
License: GPL (>= 2)
LazyLoad: yes
URL: http://www.r-project.org
Packaged: 2013-08-30 14:51:38 UTC; stefan_admin
NeedsCompilation: no
Repository: CRAN
Date/Publication: 2013-08-30 19:24:44
Package: imputeLCMD
Type: Package
Title: A collection of methods for left-censored missing data
imputation
Version: 2.0
Date: 2015-01-18
Author: Cosmin Lazar
Maintainer: Cosmin Lazar <vcosminlazar@gmail.com>
Description: The package contains a collection of functions for left-censored missing data imputation. Left-censoring is a special case of missing not at random (MNAR) mechanism that generates non-responses in proteomics experiments. The package also contains functions to artificially generate peptide/protein expression data (log-transformed) as random draws from a multivariate Gaussian distribution as well as a function to generate missing data (both randomly and non-randomly). For comparison reasons, the package also contains several wrapper functions for the imputation of non-responses that are missing at random. * New functionality has been added: a hybrid method that allows the imputation of missing values in a more complex scenario where the missing data are both MAR and MNAR.
License: GPL (>= 2)
Depends: R (>= 2.10), tmvtnorm, norm, pcaMethods, impute
Packaged: 2015-01-18 12:23:51 UTC; cosminlazar
NeedsCompilation: no
Repository: CRAN
Date/Publication: 2015-01-19 07:09:10
Package: WACS
Type: Package
Title: Multivariate Weather-State Approach Conditionally Skew-Normal
Generator
Version: 1.0
Date: 2016-02-15
Author: Denis Allard [aut, cre], Ronan Trepos [aut]
Maintainer: Denis Allard <allard@avignon.inra.fr>
Description: Multivariate weather generator for daily climate variables based
on weather-states using a Markov chain for modeling the succession of weather states.
Conditionally to the weather states, the multivariate variables are modeled using the family
of Complete Skew-Normal distributions. Parameters are estimated on measured series. Data must
include the variable 'Rain' and can accept as many other variables as desired.
License: GPL (>= 2.0)
URL: http://informatique-mia.inra.fr/biosp/allard#WACS
Depends: R (>= 2.10), mclust, mnormt, tmvtnorm, mvtnorm
Encoding: UTF-8
Packaged: 2016-02-25 10:12:44 UTC; dallard
RoxygenNote: 5.0.1
Suggests: R.rsp
VignetteBuilder: R.rsp
NeedsCompilation: no
Repository: CRAN
Date/Publication: 2016-02-25 18:03:23
Package: uskewFactors
Type: Package
Title: Model-Based Clustering via Mixtures of Unrestricted Skew-t
Sactor Analyzer Models
Version: 2.0
Date: 2016-05-20
Author: Paula M. Murray, Ryan P. Browne, and Paul D. McNicholas
Maintainer: Paula M. Murray <paula.murray@math.mcmaster.ca>
Description: Implements mixtures of unrestricted skew-t factor analyzer models via the EM algorithm.
Depends: tmvtnorm, mvtnorm, MCMCpack, MASS, stats
License: GPL (>= 2)
NeedsCompilation: no
Packaged: 2016-05-23 21:57:53 UTC; paulamurray
Repository: CRAN
Date/Publication: 2016-05-24 01:13:18
providing 
.